I've made a VirtualBox image which gives you a ready to go Common Lisp development environment once it is booted. It uses Linux (Ubuntu), Window Maker, Emacs, Slime and SBCL. There's more instructions in the Emacs scratch buffer on startup.

This is mostly meant for people who just want to play around with CL and who are not familiar with Emacs, etc. The Emacs keybindings have been unretardified and should resemble what you're used to in most apps on Windows and OS X.